An improved proxy is disclosed for allowing click-through on an ad URL delivered on a web page within a Java.RTM. applet executing on a client machine. The proxy caches cookie information for the browser, to support java applications that do not allow for planting of cookies directly. When the user clicks on the ad URL, the proxy retrieves the relevant cookie and link information from a host side database, and uses the same to help the browser open the correct URL associated with the ad. Additional controls are provided for the proxy including the ability to filter ads in an appropriate fashion for the applet, to cache ads from third party servers, to monitor applet behavior, to cache/pass on client IP address information, and to perform administrative tasks for the applet within the browser to enhance and facilitate ad delivery between advertisers and their intended audiences. The proxy thus acts to extend the reach and access of a conventional applet beyond the resources of a download host associated with such applet. In another embodiment, the applet controls a hidden frame within the browser, which hidden frame, unlike the applet frame, is able to download and plant a cookie from an ad server within the browser. When the user clicks on the ad URL, the browser uses the cooked from the hidden frame and passes it on to the Ad Server along with the URL, so that the user experiences a seamless and smooth transfer as would occur from a conventional HTML tag within the page.